Quant factor data without the enterprise tax

Yes. 250 daily API calls, no credit card, no time limit. The static-bundle architecture means our marginal cost per free user is essentially zero — we can afford to give you real access while you evaluate.

Yes — upgrade or downgrade at any time from the Stripe billing portal in your account. Prorated, no contracts.

Yes. Both surfaces draw from the single daily-call budget shown above. The quota counter resets at 00:00 UTC each day. Account/metadata endpoints (your own profile, alerts list, API keys) are free and don't count toward the limit.

Things you can't compute from the few tickers you hold, because they need the whole cross-section. Market context (FREE today / HOBBY+ full history) — factor dispersion, breadth, regime transition odds for the universe, plus cross-asset conditioners: DXY / VIX / VVIX / VIX9D / TNX / XAU / VX-continuous closes + 20-day z-scores, and the VX term-structure number. VX term structure (HOBBY+) — (VX_continuous − VIX_cash) / VIX_cash: negative = backwardation (stress signal), positive = contango (calm regime). Report card (HOBBY+) — a per-ticker digest: ranks, regime, an unusualness score. Risk-cluster tags (PRO+) — the volatility regime a ticker's factor analogues historically landed in. Futures factors (PRO+) — per-ticker factor decomposition for the top 30 futures contracts (VX, ES, NQ, RTY, CL, GC, ZN, DX, BTC, …) with Open-Interest features (oi_z20, oi_vol_ratio, oi_chg_5d). Intraday-derived stock factors (PRO+) — overnight return, intraday return (RTH-only), opening-range (first 30 min), VWAP and VWAP deviation, intraday realised vol, late-day drift. Auto-included on stock rows from /api/features/{ticker} for PRO+ subscribers — same endpoint, no new route. Embedding vectors (QUANT) — the raw 32-D factor-state representations, to build your own models on. All are derivations — no raw market data.

Cosine finds setups with similar factor profiles (FREE+). DTW finds setups with similar time-shaped trajectories, even phase-shifted (HOBBY+). Label-aware restricts the search to dates in the same market regime (PRO+). Supervised projects embeddings through a PLS model fit on forward returns — an alternative, return-weighted similarity lens (QUANT). It is not a return forecast: our own leak-free testing shows factor similarity does not predict returns — see the research note.

QUANT is the right starting point for single-operator institutional use. If you need a multi-user account, custom SLA, MSA, SOC2 evidence, or volume pricing beyond QUANT, email support@factorweave.com — we'll quote based on your actual needs rather than pretend to have shrink-wrapped enterprise infrastructure.

Annual plans: pro-rated refund available within the first 30 days. Monthly plans: cancel anytime, subscription stays active through end of paid period, no refund. See the Terms of Service.

No. Factor Weave provides factor data and similarity tools for research and backtesting. We are not a registered investment adviser. See the Financial Disclaimer for the full version.

Your account soft-downgrades to FREE — your API keys keep working but with the 250-call/day FREE quota and FREE feature set. No data loss, no forced cancellation.